I have been asked to reverse engineer a system, that is look at the output, and find the algorithm generating that output.
what kind of system is it?
data mining one
tip: Take the input into account as well
9 out of 10 times its easier just to work out your own algorithm for doing things.
With data mining it can be pretty hard to work it out yourself - for example it's not going to be easy to work out how to induce decision trees with C5 by yourself. Say you're trying to reverse engineer SAS or SPSS to work this out, that's a very difficult task.
Neural Networks aren't the be-all-end-all. Sometimes a simple decision tree is the right way to go, and less processor intensive, and just as accurate.
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